Optimal Blue 15-Year Fixed Rate Conforming Mortgage Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.00% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.07 | |
| 0.1204 | 27.91 | |
| 0.8686 | 220.84 | |
| 0.0600 | 1.91 |
Estimation Period:
Jan 3, 2017 to Jan 30, 2026
Jan 3, 2017 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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